The Joker is indeed rather special in The Dark Knight. This was one of the most comic accurate moments in the film. Consider The Joker from the comics, he seems unable to die, no one intimidates him, he can do almost anything he wants and has absolutely no regard for his own wellbeing.
I mean, remember that bit from Hush? Batman is beating the guy bloody and all he does is make a joke about it all.
We can see that clearly in the film, a guy who seemingly takes nothing seriously and is nigh on invincible because of it.